SENSEX opened with a 670-pt gap down at 71,946. SENSEX climbed 1,313 pts from 71,946 at 09:15 to 73,259 by 15:30 IST. Put writers added the most fresh OI at 70,000 (+17.3 L). Call writers built positions at 74,000–75,000, led by 75,000 (+9.0 L). Max pain moved from 72,000 to 72,800, following price up. PCR rose from 0.75 to 1.81.
SpotMax pain72,000 supportPCR15-min · IST
Open71,946
High · 15:3373,270
Low · 09:1571,733
Avg PCR1.24
Max pain72,800
Key levels into expiry
75,000Fresh calls +9.0 Lcap
74,000Call wall · 18.4 L OI · Fresh calls +7.8 Lresistance
73,256Close●
72,800Max painmagnet
72,000Fresh puts +16.5 L · held the lowsupport
70,000Fresh puts +17.3 L · Put wall · 25.7 L OIsupport
Where writers added today
75,000
+9.0 L
74,000
+7.8 L
74,500
+4.7 L
70,000
+17.3 L
72,000
+16.5 L
72,500
+13.5 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Weekly ATM straddle at open846
Session range1,537
One session moved 1.8× the weekly straddle's full priced move.
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